+373.4%
VST vs EXEL
+160.6%
+212.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +8.9% | +8.4% | +0.5% | +8.3% |
| 30D | +6.2% | +4.1% | +2.1% | +5.9% |
| 3M | -2.7% | +12.4% | -15.1% | -3.6% |
| 6M | -8.4% | +41.5% | -49.9% | -10.9% |
| YTD | -7.2% | +34.6% | -41.8% | -9.3% |
| 1Y | -20.9% | +57.9% | -78.8% | -23.8% |
| All | +373.4% | +160.6% | +212.8% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling